ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 06-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2023 |
06-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
122-08 |
124-06 |
1-30 |
1.6% |
123-30 |
| High |
123-31 |
124-24 |
0-25 |
0.6% |
124-17 |
| Low |
122-03 |
123-17 |
1-14 |
1.2% |
121-27 |
| Close |
123-27 |
123-19 |
-0-08 |
-0.2% |
123-27 |
| Range |
1-28 |
1-07 |
-0-21 |
-35.0% |
2-22 |
| ATR |
1-16 |
1-16 |
-0-01 |
-1.4% |
0-00 |
| Volume |
5,586 |
389 |
-5,197 |
-93.0% |
232,443 |
|
| Daily Pivots for day following 06-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-20 |
126-26 |
124-08 |
|
| R3 |
126-13 |
125-19 |
123-30 |
|
| R2 |
125-06 |
125-06 |
123-26 |
|
| R1 |
124-12 |
124-12 |
123-23 |
124-06 |
| PP |
123-31 |
123-31 |
123-31 |
123-27 |
| S1 |
123-05 |
123-05 |
123-15 |
122-30 |
| S2 |
122-24 |
122-24 |
123-12 |
|
| S3 |
121-17 |
121-30 |
123-08 |
|
| S4 |
120-10 |
120-23 |
122-30 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-15 |
130-11 |
125-10 |
|
| R3 |
128-25 |
127-21 |
124-19 |
|
| R2 |
126-03 |
126-03 |
124-11 |
|
| R1 |
124-31 |
124-31 |
124-03 |
124-06 |
| PP |
123-13 |
123-13 |
123-13 |
123-00 |
| S1 |
122-09 |
122-09 |
123-19 |
121-16 |
| S2 |
120-23 |
120-23 |
123-11 |
|
| S3 |
118-01 |
119-19 |
123-03 |
|
| S4 |
115-11 |
116-29 |
122-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-24 |
121-27 |
2-29 |
2.4% |
1-13 |
1.1% |
60% |
True |
False |
8,941 |
| 10 |
125-30 |
121-27 |
4-03 |
3.3% |
1-14 |
1.2% |
43% |
False |
False |
294,776 |
| 20 |
130-02 |
121-27 |
8-07 |
6.6% |
1-14 |
1.2% |
21% |
False |
False |
318,119 |
| 40 |
132-31 |
121-27 |
11-04 |
9.0% |
1-18 |
1.3% |
16% |
False |
False |
327,821 |
| 60 |
132-31 |
121-27 |
11-04 |
9.0% |
1-19 |
1.3% |
16% |
False |
False |
304,380 |
| 80 |
132-31 |
117-30 |
15-01 |
12.2% |
1-21 |
1.3% |
38% |
False |
False |
277,998 |
| 100 |
132-31 |
117-14 |
15-17 |
12.6% |
1-21 |
1.4% |
40% |
False |
False |
222,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-30 |
|
2.618 |
127-30 |
|
1.618 |
126-23 |
|
1.000 |
125-31 |
|
0.618 |
125-16 |
|
HIGH |
124-24 |
|
0.618 |
124-09 |
|
0.500 |
124-04 |
|
0.382 |
124-00 |
|
LOW |
123-17 |
|
0.618 |
122-25 |
|
1.000 |
122-10 |
|
1.618 |
121-18 |
|
2.618 |
120-11 |
|
4.250 |
118-11 |
|
|
| Fisher Pivots for day following 06-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
124-04 |
123-16 |
| PP |
123-31 |
123-13 |
| S1 |
123-25 |
123-10 |
|